+18.5%
IP vs MOS
-29.0%
+47.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +17.4% | -15.9% | -1.9% |
| 7D | +3.4% | +17.9% | -14.6% | -0.2% |
| 30D | +11.2% | +1.6% | +9.7% | +10.6% |
| 3M | -14.8% | -4.0% | -10.8% | -14.4% |
| 6M | +17.3% | -4.1% | +21.4% | +17.3% |
| YTD | -6.2% | -7.8% | +1.6% | -6.9% |
| 1Y | +2.3% | -15.6% | +17.9% | +3.1% |
| All | +18.5% | -29.0% | +47.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling